-32.3%
AMT vs FCEL
-90.2%
+57.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +18.8% | -18.9% | -0.6% |
| 7D | -0.2% | +4.0% | -4.1% | -0.4% |
| 30D | +1.8% | -13.1% | +14.9% | +2.1% |
| 3M | -6.2% | +14.6% | -20.8% | -8.1% |
| 6M | -5.0% | +133.7% | -138.7% | -11.5% |
| YTD | +2.1% | +143.0% | -140.9% | -5.6% |
| 1Y | -5.7% | +320.9% | -326.6% | -17.0% |
| 3Y | +7.9% | -58.9% | +66.8% | +6.8% |
| 5Y | -32.3% | -89.7% | +57.3% | -28.5% |
| All | -32.3% | -90.2% | +57.8% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling